HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.
Citation:
HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.
HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.
Citation:
HOU Yuhua. Approximate M-estimates of Parameters in Linear Model with MA(q) Noise[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 413-421.
Approximate M-estimates of Parameters in Linear Model with MA(q) Noise
In this paper, we define an approximate M-estimates for linear model parameters in noise having a moving average on the basis of paper 1. The consistency of the estimates is proved under some conditions.